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个性化治疗方案的贝叶斯不确定性量化与多阶段变量选择AI 解读

A dynamic treatment regime is a sequence of medical decisions that adapts to the evolving clinical status of a patient over time. To facilitate personalized care, it is crucial to assess the probability of each available treatment option being optimal for a specific patient, while also identifying the key prognostic factors that determine the optimal sequence of treatments. This task has become increasingly challenging due to the growing number of individual prognostic…

离线逆强化学习与动态离散选择模型的经验风险最小化方法AI 解读

We study the problem of estimating Dynamic Discrete Choice (DDC) models, also known as offline Maximum Entropy-Regularized Inverse Reinforcement Learning (offline MaxEnt-IRL) in machine learning. The objective is to recover reward or $Q^*$ functions that govern agent behavior from offline behavior data. In this paper, we propose a globally convergent gradient-based method for solving these problems without the restrictive assumption of linearly parameterized rewards. The…

可扩展 ARMA 模型的拟极大似然估计AI 解读

The recently proposed scalable ARMA model preserves the parsimony of traditional VARMA models while achieving greater computational tractability. However, existing studies are limited to regularized least squares estimation (LSE) for high-dimensional settings, which is not only statistically less efficient but also requires the sub-Gaussian assumption for its theoretical guarantees. Moreover, it still lacks inference tool for real applications. To fill this gap, we develop a…

袋装多项式回归与神经网络AI 解读

Climate and environmental applications increasingly rely on high-dimensional prediction from remote sensing and other scientific data. Neural networks (NN) can deliver strong accuracy in these settings, but they are often hard to audit and hard to align with domain knowledge. As an alternative, we propose bagged polynomial regression with random projections (BPR), an econometrics-native ensemble that averages many regularized low-degree polynomial models fit on randomly…

重尾设计下回归的两阶段稳健稀疏梯度方法AI 解读

We study high-dimensional sparse regression under simultaneous heavy-tailed covariates and noise. Heavy-tailed data affect sparse optimization in two different ways: extreme covariates can destabilize the gradient field during global localization, while heavy-tailed noise limits the final statistical accuracy during local refinement. Motivated by this two-phase structure, we propose two-stage RIGHT, a robust sparse first-order method based on coordinate-wise median-of-means…

RowNet：用于表格回归的记忆 TransformerAI 解读

Real estate valuation is a structured regression problem in which prices are governed by heterogeneous feature types, sparse regional effects, nonlinear interactions, and the practical logic of comparable properties. Standard multilayer perceptrons treat each row as an isolated vector and must learn locality, scale sensitivity, and categorical matching from supervision alone. Gradient-boosted decision trees provide strong tabular baselines, but their feature-centric…

成对比较模型的正则化：伪博弈与幽灵选手方法AI 解读

Paired comparison models are useful for estimating latent abilities or preferences from binary outcomes, but maximum likelihood estimation can be unstable or fail when the comparison graph is disconnected or nearly separated. Ridge regularization addresses these difficulties by shrinking ability parameters toward a common center, but it can obscure the simple likelihood interpretation that makes Bradley-Terry and Thurstone-Mosteller models attractive to practitioners. This…

高维尾指数回归的高效联邦估计与推断AI 解读

Tail index regression studies how covariates affect tail heaviness in heavy-tailed data. In many applications, data are distributed across heterogeneous sources, where direct pooling is infeasible due to privacy or regulatory constraints. Existing methods mainly focus on single-dataset analysis and do not address heterogeneous federated settings. We develop a personalized federated framework for high-dimensional tail index regression that accommodates client heterogeneity…

污染贝叶斯随机特征中的稳健预测不确定性与双下降AI 解读

We propose a robust Bayesian formulation of random feature (RF) regression that accounts explicitly for prior and likelihood misspecification via Huber-style contamination sets. Starting from the classical equivalence between ridge-regularized RF training and Bayesian inference with Gaussian priors and likelihoods, we replace the single prior and likelihood with $ε$- and $η$-contaminated credal sets, respectively, and perform inference using pessimistic generalized Bayesian…

高维线性模型中协方差扫描的自适应最优变点检测AI 解读

This paper investigates the detection and estimation of a single change in high-dimensional linear models. We derive minimax lower bounds for the detection boundary and the estimation rate, which uncover a phase transition governed by the sparsity of the covariance-weighted differential parameter. This form of "inherent sparsity" captures a delicate interplay between the covariance structure of the regressors and the change in regression coefficients on the detectability of…

PliableBVS：为含强制修饰变量的交互建模设计的灵活贝叶斯变量选择方法AI 解读

High-dimensional interaction models are useful for studying, for example, how a large set of variables of interest, such as gene expression or other omics features, interact with a smaller set of modifying variables, such as clinical covariates. In this context, the pliable lasso has recently been proposed as an efficient method for screening large numbers of potential interaction terms under an asymmetric weak hierarchical constraint. In this work, we extend this framework…

高阶有效估计量：综述与模拟基准研究AI 解读

Higher-order efficient estimators extend standard first-order semiparametric estimators by replacing second-order residuals with third- or higher-order terms, potentially enabling asymptotic efficiency under slower nuisance function convergence rates and improving finite-sample performance. Existing methods achieve higher-order expansions through structurally different approximation strategies, including basis truncation, kernel smoothing, and highly adaptive lasso (HAL)…

高维数据中的逐单元格与逐案例稳健协方差估计AI 解读

The sample covariance matrix is a cornerstone of multivariate statistics, but it is highly sensitive to outliers. These can be casewise outliers, such as cases belonging to a different population, or cellwise outliers, which are deviating cells (entries) of the data matrix. Recently some robust covariance estimators have been developed that can handle both types of outliers, but their computation is only feasible up to at most 20 dimensions. To remedy this we propose the…

高维参考调节多期均值-方差投资组合优化AI 解读

The multiperiod mean-variance (MV) portfolio optimization serves as a vital expansion of Markowitz's static MV portfolio selection framework. Just like its static counterpart, the multiperiod MV portfolio remains susceptible to estimation errors. We propose a reference-regulated multiperiod mean-variance (RRMV) framework that penalizes deviations from a reference policy. Therefore, this new optimization successfully combines the advantages of dynamic strategies and reference…

基于振荡控制归一化流的传输MCMC非空验证AI 解读

Transport MCMC trains a normalizing flow to precondition Metropolis--Hastings proposals, achieving high empirical efficiency on challenging posteriors; yet no prior work produces a numerically non-vacuous, rigorous spectral-gap bound for such samplers. We establish the first such bounds. For independence MH on the banana family we certify (γ^\ast = 0.828) at (D = 2) (covering in the original space) and (γ^\ast \ge 7.6\times 10^{-4}) at (D = 5) (covering in an analytically…

端到端深度学习预测度量空间取值输出AI 解读

Many modern applications involve predicting structured, non-Euclidean outputs such as probability distributions, networks, and symmetric positive-definite matrices. These outputs are naturally modeled as elements of general metric spaces, where classical regression techniques that rely on vector space structure no longer apply. We introduce E2M (End-to-End Metric regression), a deep learning framework for predicting metric space-valued outputs. E2M performs prediction via…

可观测变量扩展下的在线稀疏回归AI 解读

Online high-dimensional regression has gained increasing attention in recent years, yet existing methods typically assume that all candidate features, including important ones, are observed from the outset of data collection. This assumption is often violated in real-world scenarios, where new variables become available gradually as data accumulate. To address this gap, we introduce a novel framework, Recurrent Adaptive Variable Selection (RAVAS), for online regression with…

网络 knockoffs：在二元空间中控制错误发现AI 解读

Phenomena such as epidemiological processes, hydrologic systems, social platforms, utility services, and supply chains can be represented as topological networks. A central question about these networks concerns connectivity and the permeability of edges. Dyadic regression and related approaches have been proposed to identify network features associated with pairwise node-level differences. In high-dimensional settings, it is important to control the number of spuriously…

基于最近邻的逻辑套索回归与梯度降维AI 解读

This paper investigates a new approach to estimate the gradient of the conditional probability given the covariates in the binary classification framework. The proposed approach consists of fitting a localized nearest-neighbor logistic model with $\ell_1$-penalty in order to cope with possibly high-dimensional covariates. Our theoretical analysis shows that the pointwise convergence rate of the gradient estimator is optimal under very mild assumptions. Moreover, using an…

无穷维球面核岭回归AI 解读

We introduce a novel regression framework designed to model non-linear responses situated on a sphere $\mathbb{S}$ of finite or infinite dimension. Unlike traditional tangent-space regressions, which lift responses to a tangent space $T_o \mathbb{S}$ and thereby violate intrinsic spherical distances, our proposed method employs an intrinsic approach. We model the conditional mean through an intercept $o \in \mathbb{S}$ and a linear predictor function $f: \mathfrak{X} \to T_o \mathbb{S}$…

从联合数据中学习可解释因子随机策略的极小极大方法及不确定性量化AI 解读

We study offline policy optimization over exponentially large factorial action spaces from randomized preference data, showing how conjoint experiments can estimate interpretable stochastic policies with asymptotically valid uncertainty under regularity conditions. Conjoint analyses typically report Average Marginal Component Effects (AMCEs) by averaging over opponent attributes and thus ignore strategic interdependence. We instead learn stochastic interventions --…

无特征值下界约束的多任务线性回归：自适应性、稳健性与安全性AI 解读

We study the multi-task linear regression problem in the presence of contaminated tasks. We address the setting where the unknown parameters of a majority of tasks are close in the $\ell_2$-norm, while a fraction of tasks are arbitrary outliers. Existing theoretical frameworks for this problem rely heavily on the assumption that the empirical second moment of each task has a minimum eigenvalue bounded away from zero (order $Ω(1)$). Crucially, this assumption fails in many…

离线强化学习与逆强化学习讲义（二）：逆强化学习与动态离散选择基础AI 解读

In the forward reinforcement-learning problem, the reward is fixed and known; the learner is asked to find a good policy or value function. Here we turn the question around. Given offline data generated by an expert, can we recover the reward the expert was optimizing? This is the inverse reinforcement learning problem, and remarkably, two communities, structural econometricians studying dynamic discrete choice (DDC) and machine learners studying entropy-regularized IRL,…

一致的贝叶斯局部空间特征选择及其在空间多模态组学中的应用AI 解读

Motivated by a high-dimensional regression problem in spatial multimodal omics (SMO), we propose a Bayesian framework for local spatial feature selection, where a random domain partition prior is introduced to divide the spatial domain into several contiguous clusters with flexible shapes and an unknown number of clusters, conditional on which a local feature selection prior is imposed within each cluster. The notion of "feature" is general and may include both covariates…